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  • In this paper we consider a discrete linear-quadratic regulator problem in the setting of discrete symplectic systems (S). We derive minimal conditions which guarantee the solvability of this problem. The matrices appearing in these conditions have close connection to the focal point definition of conjoined bases of (S). We show that the optimal solution of this problem has a feedback form and that it is constructed from a generalized discrete Riccati equation. Several examples are provided illustrating this theory. The results of this paper extend the results obtained earlier by the authors for the special case of discrete linear Hamiltonian systems.
  • In this paper we consider a discrete linear-quadratic regulator problem in the setting of discrete symplectic systems (S). We derive minimal conditions which guarantee the solvability of this problem. The matrices appearing in these conditions have close connection to the focal point definition of conjoined bases of (S). We show that the optimal solution of this problem has a feedback form and that it is constructed from a generalized discrete Riccati equation. Several examples are provided illustrating this theory. The results of this paper extend the results obtained earlier by the authors for the special case of discrete linear Hamiltonian systems. (en)
Title
  • Extension of discrete LQR-problem to symplectic systems
  • Extension of discrete LQR-problem to symplectic systems (en)
skos:prefLabel
  • Extension of discrete LQR-problem to symplectic systems
  • Extension of discrete LQR-problem to symplectic systems (en)
skos:notation
  • RIV/00216224:14310/07:00019565!RIV10-MSM-14310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/07/0145), P(KJB100190701), P(ME 891), Z(MSM0021622409)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 421441
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/07:00019565
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Discrete linear-quadratic regulator problem (LQR-problem); discrete symplectic system; linear Hamiltonian system; discrete Riccati equation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • IN - Indická republika
http://linked.open...ontrolniKodProRIV
  • [7520896252BE]
http://linked.open...i/riv/nazevZdroje
  • International Journal of Difference Equations
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 2
http://linked.open...iv/tvurceVysledku
  • Šimon Hilscher, Roman
  • Zeidan, Vera
http://linked.open...n/vavai/riv/zamer
issn
  • 0973-6069
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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